#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL.Cashflows;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Instruments
{
     // <summary> 
	// ! This class provides a more comfortable way to instantiate standard market constant maturity swap.
	// </summary>
    [Guid ("211B61D4-8CB1-4b03-B3AD-0A3A705FBEDE"),ComVisible(true)]
	public interface IMakeCms 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Instruments.IMakeCms ReceiveCms(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeCms WithAtmSpread(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsCouponPricer(Cephei.QL.Cashflows.ICmsCouponPricer couponPricer);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegCalendar(Cephei.QL.Times.ICalendar cal);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegDayCount(Cephei.QL.Times.IDayCounter dc);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegEndOfMonth(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegFirstDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegNextToLastDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegRule(QL.Times.DateGeneration.RuleEnum r);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegTenor(Cephei.QL.Times.IPeriod t);
        
		 Cephei.QL.Instruments.IMakeCms WithCmsLegTerminationDateConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeCms WithDiscountingTermStructure(Cephei.QL.Termstructures.IYieldTermStructure discountingTermStructure);
        
		 Cephei.QL.Instruments.IMakeCms WithEffectiveDate(DateTime effectiveDate);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegCalendar(Cephei.QL.Times.ICalendar cal);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegDayCount(Cephei.QL.Times.IDayCounter dc);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegEndOfMonth(Microsoft.FSharp.Core.FSharpOption<Boolean> flag);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegFirstDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegNextToLastDate(DateTime d);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegRule(QL.Times.DateGeneration.RuleEnum r);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegTenor(Cephei.QL.Times.IPeriod t);
        
		 Cephei.QL.Instruments.IMakeCms WithFloatingLegTerminationDateConvention(QL.Times.BusinessDayConventionEnum bdc);
        
		 Cephei.QL.Instruments.IMakeCms WithNominal(Double n);
    }

    // <summary> 
	// ! This class provides a more comfortable way to instantiate standard market constant maturity swap. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IMakeCms_Factory // : Collection_Factory<IMakeCms, ICell<IMakeCms>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IMakeCms Create (Cephei.QL.Times.IPeriod swapTenor, Cephei.QL.Indexes.ISwapIndex swapIndex, Microsoft.FSharp.Core.FSharpOption<Double> iborSpread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> forwardStart);
        
	    IMakeCms Create (Cephei.QL.Times.IPeriod swapTenor, Cephei.QL.Indexes.ISwapIndex swapIndex, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Double> iborSpread, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IPeriod> forwardStart);
    }
}

